CAJ | 학술논문

针对可微非线性规划问题提出了一个新的逼近精确罚函数的罚函数形式,给出了近似逼近算法与渐进算法,并证明了近似算法所得序列若有聚点,则必为原问题最优解.在较弱的假设条件下,证明了算法所得的极小点列有界,且其聚点均为原问题的最优解,并得到在Mangasarian- Fromovitz约束条件下,经过有限次迭代所得的极小点为可行点.
침대가미비선성규화문제제출료일개신적핍근정학벌함수적벌함수형식,급출료근사핍근산법여점진산법,병증명료근사산법소득서렬약유취점,칙필위원문제최우해.재교약적가설조건하,증명료산법소득적겁소점렬유계,차기취점균위원문제적최우해,병득도재Mangasarian- Fromovitz약속조건하,경과유한차질대소득적겁소점위가행점.
For the differentiable nonlinear programming problem,this paper proposes a new penalty function form of the approached exact penalty function,presents with the gradual approximation algorithm and evolutionary algorithm,and proves that if the sequences of the approximation algorithm exist accumulation point,it certainly is the optimal solution of original problem. In the weak assumptions,we prove that the minimum sequences from the algorithm is bounded,and its accumulation points are the optimal solution of the original problem and get that in the Mangasarian-Fromovitz qualification condition,through limited iterations the minimum point is the feasible point.